Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-11 0.388416 0.428143 0.471956 0.524193 0.585215 0.654793 0.740922
2025-05-18 0.330164 0.378557 0.435160 0.507190 0.597808 0.710005 0.862695
2025-05-25 0.288371 0.339884 0.402709 0.486590 0.598269 0.745938 0.963556
2025-06-01 0.265807 0.320859 0.390510 0.487616 0.623898 0.815899 1.122565
2025-06-08 0.253844 0.313279 0.391109 0.504233 0.671508 0.923054 1.361272
2025-06-15 0.239953 0.301427 0.384201 0.508724 0.701208 1.007741 1.586276
2025-06-22 0.225865 0.287847 0.373236 0.505444 0.717713 1.073284 1.795735
2025-06-29 0.213718 0.275843 0.363181 0.501961 0.732696 1.138107 2.023880
2025-07-06 0.199638 0.260041 0.346219 0.485796 0.724004 1.158155 2.163130
2025-07-13 0.193555 0.255229 0.344983 0.494191 0.758247 1.265248 2.543678
2025-07-20 0.187667 0.250231 0.342945 0.500837 0.790003 1.374032 2.980860
2025-07-27 0.180128 0.242270 0.335677 0.497830 0.803137 1.446183 3.354392
2025-08-03 0.174217 0.236641 0.332009 0.501277 0.830533 1.560006 3.942033
2025-08-10 0.164596 0.224812 0.317655 0.484534 0.815305 1.570349 4.185631
2025-08-17 0.155159 0.212824 0.302361 0.464880 0.791778 1.555864 4.333075
2025-08-24 0.150470 0.207993 0.298466 0.465669 0.811321 1.656388 5.034510
2025-08-31 0.148875 0.207897 0.302329 0.481122 0.864841 1.864312 6.474682
2025-09-07 0.145348 0.204514 0.300394 0.485276 0.893664 2.012232 7.843321
2025-09-14 0.140836 0.199316 0.295018 0.482192 0.905115 2.111377 9.095523
2025-09-21 0.136595 0.194367 0.289785 0.478929 0.915697 2.211950 10.583483
2025-09-28 0.130738 0.186529 0.279096 0.463813 0.895022 2.200879 11.139278
2025-10-05 0.128782 0.185061 0.279588 0.471660 0.933626 2.414125 14.470523
2025-10-12 0.126674 0.183236 0.279319 0.477871 0.969116 2.632948 18.972896